Found: 12
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Shifting martingale measures and the birth of a bubble as a submartingale.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 2, p. 297, doi. 10.1007/s00780-013-0221-8
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- Article
Spatial risk measures and their local specification: The locally law-invariant case.
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- Statistics & Risk Modeling, 2014, v. 31, n. 1, p. 79, doi. 10.1515/strm-2013-5001
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- Article
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles.
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- Finance & Stochastics, 2012, v. 16, n. 4, p. 669, doi. 10.1007/s00780-012-0176-1
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- Article
ENTROPIC RISK MEASURES:: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 333, doi. 10.1142/S0219493711003334
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- Article
MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY.
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- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 1, p. 1, doi. 10.1142/S0219024911006231
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- Article
Editorial.
- Published in:
- 2004
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- Editorial
Convex measures of risk and trading constraints.
- Published in:
- Finance & Stochastics, 2002, v. 6, n. 4, p. 429, doi. 10.1007/s007800200072
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- Article
Efficient hedging: Cost versus shortfall risk.
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- Finance & Stochastics, 2000, v. 4, n. 2, p. 117
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- Article
On Itô s formula for multidimensional Brownian motion.
- Published in:
- Probability Theory & Related Fields, 2000, v. 116, n. 1, p. 1, doi. 10.1007/PL00008719
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- Article
Quantile hedging.
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- Finance & Stochastics, 1999, v. 3, n. 3, p. 251, doi. 10.1007/s007800050062
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- Article
A MICROECONOMIC APPROACH TO DIFFUSION MODELS FOR STOCK PRICES.
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- Mathematical Finance, 1993, v. 3, n. 1, p. 1, doi. 10.1111/j.1467-9965.1993.tb00035.x
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- Article
Stochastic holomorphy.
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- Mathematische Annalen, 1974, v. 207, n. 3, p. 245, doi. 10.1007/BF01350601
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- Article